Finance Department

Biography

Dr. Goto's research mainly focuses on the time series variation of expected returns (risk premiums), and his papers have investigated two sources of predictive variation in asset returns: (1) macroeconomic forces such as monetary policy; and (2) incomplete/asymmetric information. His recent publication at the Review of Financial Studies investigates the effects of corporate financial disclosure on the time series properties of stock returns. Dr. Goto's research has also been presented at numerous conferences such as the American Finance Association annual meetings and the Western Finance Association annual meetings. Dr. Goto has taught derivatives securities to graduate students and introductory finance to undergraduate students. Dr. Goto will conduct quantitative investment research at the Barclays Global Investors from Fall 2007.

Education

• Ph.D., The Anderson School, UCLA, 2002
  
• M.B.A., The Anderson School, UCLA, 1997
  
• B.A., The University of Tokyo, 1990